COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 186,023: 68,773 41,932 18,045 87,024 109,569 173,842 169,546: 12,181 16,477
Old : 180,464: 68,600 41,889 17,712 82,301 104,513 168,613 164,114: 11,851 16,350
Other: 5,559: 335 205 171 4,723 5,056 5,229 5,432: 330 127
: : :
: : Changes in Commitments from: September 22, 2015 :
: 3,887: 1,496 376 553 1,924 2,231 3,973 3,160: -86 727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 22.5 9.7 46.8 58.9 93.5 91.1: 6.5 8.9
Old : 100.0: 38.0 23.2 9.8 45.6 57.9 93.4 90.9: 6.6 9.1
Other: 100.0: 6.0 3.7 3.1 85.0 91.0 94.1 97.7: 5.9 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 102 86 66 52 61 178 194:
Old : 269: 104 86 66 50 58 176 191:
Other: 51: 7 5 3 18 22 26 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 24.5 27.4 34.8 15.0 19.4 24.8 29.7
Old : 16.2 24.5 28.0 34.7 15.3 20.0 25.3 30.1
Other: 57.2 66.8 75.0 83.5 56.3 66.8 74.2 83.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 15,838: 2,887 6,043 76 10,543 7,693 13,506 13,812: 2,332 2,026
Old : 10,084: 2,005 5,898 0 6,476 2,488 8,481 8,386: 1,603 1,698
Other: 5,754: 894 157 64 4,067 5,205 5,025 5,426: 729 328
: : :
: : Changes in Commitments from: September 22, 2015 :
: 2,884: -72 2,822 -177 2,486 -444 2,237 2,201: 647 683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 38.2 0.5 66.6 48.6 85.3 87.2: 14.7 12.8
Old : 100.0: 19.9 58.5 0.0 64.2 24.7 84.1 83.2: 15.9 16.8
Other: 100.0: 15.5 2.7 1.1 70.7 90.5 87.3 94.3: 12.7 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 22 23 1 26 8 48 32:
Old : 67: 18 23 0 23 6 41 29:
Other: 42: 13 4 1 21 8 35 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 37.0 45.7 58.0 28.1 32.4 45.7 51.4
Old : 29.1 36.7 47.7 53.8 29.1 36.7 44.9 53.1
Other: 41.3 68.8 61.3 90.5 41.3 65.6 61.3 86.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 219,477: 76,691 21,206 37,555 91,791 153,385 206,037 212,146: 13,440 7,331
Old : 198,441: 75,377 16,606 34,601 75,371 140,169 185,349 191,376: 13,092 7,065
Other: 21,036: 4,177 7,463 91 16,420 13,216 20,688 20,770: 348 266
: : :
: : Changes in Commitments from: September 22, 2015 :
: 5,849: -1,244 -3,494 4,739 2,818 3,653 6,313 4,898: -464 951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 9.7 17.1 41.8 69.9 93.9 96.7: 6.1 3.3
Old : 100.0: 38.0 8.4 17.4 38.0 70.6 93.4 96.4: 6.6 3.6
Other: 100.0: 19.9 35.5 0.4 78.1 62.8 98.3 98.7: 1.7 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 108 42 60 56 48 190 133:
Old : 225: 107 45 60 55 48 189 132:
Other: 46: 9 9 2 18 14 27 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 36.4 30.8 46.9 14.5 22.5 21.3 31.4
Old : 19.1 33.8 28.6 44.6 13.1 24.0 20.6 33.0
Other: 79.1 72.9 91.8 86.7 77.7 68.0 85.8 81.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 750,053: 214,717 134,816 72,182 398,655 489,831 685,554 696,829: 64,499 53,224
Old : 750,053: 214,717 134,816 72,182 398,655 489,831 685,554 696,829: 64,499 53,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -20,882: -1,199 -35,285 2,018 -20,291 25,665 -19,472 -7,602: -1,410 -13,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 18.0 9.6 53.2 65.3 91.4 92.9: 8.6 7.1
Old : 100.0: 28.6 18.0 9.6 53.2 65.3 91.4 92.9: 8.6 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 72 58 64 74 66 175 163:
Old : 224: 72 58 64 74 66 175 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 29.5 23.2 41.5 11.7 24.7 21.2 35.8
Old : 13.1 29.5 23.2 41.5 11.7 24.7 21.2 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - ICE FUTURES U.S. Code-083731
Commitments of Traders - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 194,475: 41,495 62,807 29,955 111,664 93,073 183,114 185,835: 11,361 8,640
Old : 182,172: 42,674 64,893 24,593 104,532 84,634 171,799 174,120: 10,373 8,052
Other: 12,303: 3,473 2,566 710 7,132 8,439 11,315 11,715: 988 588
: : :
: : Changes in Commitments from: September 22, 2015 :
: 966: 535 -2,928 352 1,096 3,865 1,983 1,289: -1,017 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 32.3 15.4 57.4 47.9 94.2 95.6: 5.8 4.4
Old : 100.0: 23.4 35.6 13.5 57.4 46.5 94.3 95.6: 5.7 4.4
Other: 100.0: 28.2 20.9 5.8 58.0 68.6 92.0 95.2: 8.0 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 106 115 100 137 105 294 283:
Old : 387: 109 117 95 135 103 290 278:
Other: 108: 14 16 4 60 36 75 55:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 13.7 23.7 25.2 10.9 12.6 19.1 21.5
Old : 14.7 13.8 24.4 25.5 11.7 12.7 20.8 22.3
Other: 41.5 40.6 53.5 55.0 37.0 40.6 47.6 53.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 71,478: 54,504 8,803 1,641 6,170 58,596 62,315 69,040: 9,163 2,438
Old : 71,478: 54,504 8,803 1,641 6,170 58,596 62,315 69,040: 9,163 2,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 3,145: 3,030 -1,883 278 89 4,036 3,397 2,431: -252 714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 12.3 2.3 8.6 82.0 87.2 96.6: 12.8 3.4
Old : 100.0: 76.3 12.3 2.3 8.6 82.0 87.2 96.6: 12.8 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 97 20 8 10 7 110 33:
Old : 133: 97 20 8 10 7 110 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 83.9 51.5 89.9 39.7 83.8 50.7 89.8
Old : 40.4 83.9 51.5 89.9 39.7 83.8 50.7 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
Commitments of Traders - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 INDEX X $100.00) :
: : :
All : 384,709: 44,009 72,964 3,017 320,789 294,391 367,815 370,372: 16,894 14,337
Old : 384,709: 44,009 72,964 3,017 320,789 294,391 367,815 370,372: 16,894 14,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 12,090: 1,148 2,395 -1,648 10,891 14,022 10,391 14,769: 1,699 -2,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 19.0 0.8 83.4 76.5 95.6 96.3: 4.4 3.7
Old : 100.0: 11.4 19.0 0.8 83.4 76.5 95.6 96.3: 4.4 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 34 61 10 92 106 133 170:
Old : 262: 34 61 10 92 106 133 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 34.4 54.9 43.8 40.5 34.4 51.4 43.0
Old : 43.2 34.4 54.9 43.8 40.5 34.4 51.4 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 157,198: 45,648 9,189 2,726 101,373 140,499 149,747 152,414: 7,451 4,784
Old : 157,198: 45,648 9,189 2,726 101,373 140,499 149,747 152,414: 7,451 4,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 7,662: 1,436 511 -153 5,749 6,562 7,032 6,920: 630 742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 5.8 1.7 64.5 89.4 95.3 97.0: 4.7 3.0
Old : 100.0: 29.0 5.8 1.7 64.5 89.4 95.3 97.0: 4.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 18 11 3 49 54 68 67:
Old : 113: 18 11 3 49 54 68 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 43.2 56.0 59.9 37.8 43.1 54.4 59.8
Old : 39.3 43.2 56.0 59.9 37.8 43.1 54.4 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
Commitments of Traders - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 470,532: 128,639 107,502 10,110 318,043 341,796 456,792 459,408: 13,740 11,124
Old : 470,532: 128,639 107,502 10,110 318,043 341,796 456,792 459,408: 13,740 11,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -4,883: 6,474 3,868 38 -12,228 -6,370 -5,716 -2,464: 833 -2,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 22.8 2.1 67.6 72.6 97.1 97.6: 2.9 2.4
Old : 100.0: 27.3 22.8 2.1 67.6 72.6 97.1 97.6: 2.9 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 59 53 18 88 84 157 145:
Old : 250: 59 53 18 88 84 157 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 18.9 41.9 31.8 20.9 16.3 31.6 26.5
Old : 28.7 18.9 41.9 31.8 20.9 16.3 31.6 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 2, 2015